Mathematics Commons^™

Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev

Communications on Stochastic Analysis

No abstract provided.

Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.

An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana

Communications on Stochastic Analysis

No abstract provided.

Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.

Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez

Communications on Stochastic Analysis

No abstract provided.

Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh

Communications on Stochastic Analysis

No abstract provided.

Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu

Communications on Stochastic Analysis

No abstract provided.

Why Clayton And Gumbel Copulas: A Symmetry-Based Explanation, Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta

Departmental Technical Reports (CS)

In econometrics, many distributions are non-Gaussian. To describe dependence between non-Gaussian variables, it is usually not sufficient to provide their correlation: it is desirable to also know the corresponding copula. There are many different families of copulas; which family shall we use? In many econometric applications, two families of copulas have been most efficient: the Clayton and the Gumbel copulas. In this paper, we provide a theoretical explanation for this empirical efficiency, by showing that these copulas naturally follow from reasonable symmetry assumptions. This symmetry justification also allows us to provide recommendations about which families of copulas we should use …

If Energy Is Not Preserved, Then Planck's Constant Is No Longer A Constant: A Theorem, Vladik Kreinovich, Andres Ortiz

Departmental Technical Reports (CS)

For any physical theory, to experimentally check its validity, we need to formulate an alternative theory and check whether the experimental results are consistent with the original theory or with an alternative theory. In particular, to check whether energy is preserved, it is necessary to formulate an alternative theory in which energy is not preserved. Formulating such a theory is not an easy task in quantum physics, where the usual Schroedinger equation implicitly assumes the existence of an energy (Hamiltonian) operator whose value is preserved. In this paper, we show that the only way to get a consistent quantum theory …

On Order Statistics For Gs-Distributions, M. M. Mohie El-Din, M. M. Amein, Gholamhossein Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

In this article, a class of distributions is used to establish several recurrence relations satisfied by single and product moments of order statistics and progressive Type-II right censoring. The recurrence relations for moments of some specific distributions including uniform (a;b); exponential (λ); generalized exponential (α;λ;ν); beta (1;b); beta (b;1); logistic (α;β) and other distributions from order statistics and progressive Type-II right censoring can be obtained as special cases. A short explanation of GS-distribution can be found in reference [27]. As an example, means, variances and covariances for standard exponential distribution of progressive Type-II right censored order statistics are computed. Various …

H-Coloring Tori, John Engbers, David Galvin

Mathematics, Statistics and Computer Science Faculty Research and Publications

For graphs G and H, an H-coloring of G is a function from the vertices of G to the vertices of H that preserves adjacency. H-colorings encode graph theory notions such as independent sets and proper colorings, and are a natural setting for the study of hard-constraint models in statistical physics. We study the set of H-colorings of the even discrete torus View the MathML source, the graph on vertex set {0,…,m−1}d (m even) with two strings adjacent if they differ by 1 (mod m) on one coordinate and agree on all others. This is a bipartite graph, with bipartition …

Reverse Mathematics And Properties Of Finite Character, Damir D. Dzhafarov, Carl Mummert

Mathematics Faculty Research

We study the reverse mathematics of the principle stating that,for every property of finite character, every set has a maximal subset satisfying the property. In the context of set theory, this variant of Tukey’s lemma is equivalent to the axiom of choice. We study its behavior in the context of second-order arithmetic, where it applies to sets of natural numbers only, and give a full characterization of its strength in terms of the quantifier structure of the formula defining the property. We then study the interaction between properties of finite character and finitary closure operators, and the interaction between these …

Group-Theoretical Derivation Of Angular Momentum Eigenvalues In Spaces Of Arbitrary Dimensions, Tamar Friedmann, C. R. Hagen

Mathematics Sciences: Faculty Publications

The spectrum of the square of the angular momentum in arbitrary dimensions is derived using only group theoretical techniques. This is accomplished by application of the Lie algebra of the noncompact group O(2, 1). Illuminating discussions with Jonathan Pakianathan and his comments on a draft are gratefully acknowledged. This work was supported in part by (U.S.) Department of Energy (DOE), Grant No. DE-FG02-91ER40685.

Dynamics Of A Three Species Competition Model, Yuan Lou, Daniel Munther

Mathematics and Statistics Faculty Publications

We investigate the dynamics of a three species competition model, in which all species have the same population dynamics but distinct dispersal strategies. Gejji et al. [15] introduced a general dispersal strategy for two species, termed as an ideal free pair in this paper, which can result in the ideal free distributions of two competing species at equilibrium. We show that if one of the three species adopts a dispersal strategy which produces the ideal free distribution, then none of the other two species can persist if they do not form an ideal free pair. We also show that if …

Cystatin C Identifies Patients With Stable Chronic Heart Failure At Increased Risk For Adverse Cardiovascular Events, Matthias Dupont, Yuping Wu, Stanley L. Hazen, W.H. Wilson Tang

Mathematics and Statistics Faculty Publications

Background—Renal function is a strong predictor of adverse events in heart failure. Current renal function measures are imperfect, and cystatin C (CysC) is promoted as a better marker of glomerular filtration rate. This study compares the prognostic use of CysC and derived glomerular filtration rate estimates with other measures of renal function in patients with chronic heart failure. Methods and Results—We measured serum CysC levels in 823 patients with heart failure undergoing coronary angiography with follow-up of major adverse cardiovascular events (death, myocardial infarction, stroke). CysC levels strongly correlated with creatinine (r=0.73), blood urea nitrogen (r=0.70), and estimated glomerular filtration …

Towards Unique Physically Meaningful Definitions Of Random And Typical Objects, Luc Longpre, Olga Kosheleva

Departmental Technical Reports (CS)

To distinguish between random and non-random sequence, Kolmogorov and Martin-Lof proposed a new definition of randomness, according to which an object (e.g., a sequence of 0s and 1s) if random if it satisfies all probability laws, i.e., in more precise terms, if it does not belong to any definable set of probability measure 0. This definition reflect the usual physicists' idea that events with probability 0 cannot happen. Physicists -- especially in statistical physics -- often claim a stronger statement: that events with a very small probability cannot happen either. A modification of Kolmogorov-Martin-Lof's (KLM) definition has been proposed to …

Forecasting The Effect Of The Amethyst Initiative On College Drinking, Ben G. Fitzpatrick, Richard Scribner, Azmy S. Ackleh, Jawaid Rasul, Geoffrey Jacquez, Neal Simonsen, Robert Rommel

Mathematics Faculty Works

Background

A number of college presidents have endorsed the Amethyst Initiative, a call to consider lowering the minimum legal drinking age (MLDA). Our objective is to forecast the effect of the Amethyst Initiative on college drinking.

Methods

A system model of college drinking siumlates MLDA changes through (1) a decrease in heavy episodic drinking (HED) due to the lower likelihood of students drinking in unsupervised settings where they model irresponsible drinking (misperception), and (2) an increase in overall drinking among currently underage students due to increased social availability of alcohol (wetness).

Results

For the proportion of HEDs on campus, effects …

Craig Interpolation For Networks Of Sentences, H Jerome Keisler, Jeffrey M. Keisler

Jeffrey Keisler

The Craig Interpolation Theorem can be viewed as saying that in first order logic, two agents who can only communicate in their common language can cooperate in building proofs. We obtain generalizations of the Craig Interpolation Theorem for finite sets of agents with the following properties. (1) The agents are vertices of a directed graph. (2) The agents have knowledge bases with overlapping signatures. (3) The agents can only communicate by sending to neighboring agents sentences that they know and that are in the common language of the two agents.

Container-Handling Operation Optimization At Koja Container Terminal, Moh Taufik Hidayat

World Maritime University Dissertations

No abstract provided.

Research On National Culture Effects On Human Failures In Container Shipping, Kai Jiang

World Maritime University Dissertations

No abstract provided.